New Post: How to deal with the error stream when using ShellStream

            client.Connect();

            var shell = client.CreateShellStream("test", 80, 24, 800, 600, 1024);
            var input = "cd /nonexistant";
            shell.DataReceived += (sender, args) => Console.Write(client.ConnectionInfo.Encoding.GetString(args.Data));
            shell.Expect(new Regex(@"\$ $")); // CMD prompt
            shell.WriteLine(input);            

=>

Welcome to Ubuntu 14.04.1 LTS (GNU/Linux 3.13.0-44-generic x86_64)

 * Documentation:  https://help.ubuntu.com/

  System information as of Mon Feb  2 13:07:03 CET 2015

Last login: Mon Feb  2 13:07:03 2015 from xxx.xxx.xxx.xxx
~$ cd /nonexistant
-bash: cd: /nonexistant: No such file or directory
~$

Maybe your Regex is wrong or your Thread.Sleep(200) (which is basically just guessing by you)?

Why don't you use RunCommand instead of guessing and trying to find the command prompt:

            var cmd = client.RunCommand("cd /nonexistant");
            Console.WriteLine("STDERR: " + cmd.Error);
            Console.WriteLine("ERRORCODE: " + cmd.ExitStatus);
            Console.WriteLine("STDOUT: " + cmd.Result);